Exhibit A
Underlying SMBS Securities
Trust
Asset
Group
Issuer
Series
Class
Issue
Date
CUSIP
Number
Interest
Rate
Interest
Type(1)
Final
Distribution
Date
Principal
Type(1)
Original
Principal
or
Notional
Balance
of Class
Underlying
Certificate
Factor(2)
Principal
or
Notional
Balance
in the
Trust
Percentage
of Class
in Trust
Approximate
Weighted
or
Notional
Average
Coupon of
Mortgage
Loans
Approximate
Weighted
Average
Remaining
Term to
Maturity of
Mortgage
Loans
(in months)
Approximate
Weighted
Average
Loan Age of
Mortgage
Loans
(in months)
Ginnie
Mae
I or II
1
Ginnie Mae SMBS 01
1
7/30/2004 37610VAA3
0.0%
PO
July 2034
PT
$2,200,000,000
0.86731816
$265,093,500
13.8930615455%
5.900%
344
14
II
1
Ginnie Mae SMBS 01
2
7/30/2004 37610VAB1
5.5%
IO
July 2034
NTL(PT) $2,200,000,000 0.86731816 $240,994,091 12.6300559545%
5.900%
344
14
II
(1) As defined under "Class Types" in Appendix I to the Base Offering Circular.
(2) Underlying Certificate Factors are as of June 2005.
A-1